-73.1%
SMR vs PNR
-43.1%
-30.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.4% | -2.4% | +6.8% | +5.2% |
| 30D | +3.4% | -12.8% | +16.2% | +7.8% |
| 3M | -19.2% | -17.0% | -2.2% | -14.7% |
| 6M | -22.6% | -37.4% | +14.8% | -12.3% |
| YTD | -31.5% | -41.6% | +10.1% | -24.0% |
| 1Y | -73.1% | -44.6% | -28.5% | -68.6% |
| All | -73.1% | -43.1% | -30.0% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling